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  • Study and Implementation of some Quantitative Trading Models 

    Sánchez López, Emiliano (Universitat Politècnica de Catalunya, 2011-06)
    Master thesis
    Open Access
    Quantitative or algorithmic trading is the automatization of investments decisions obeying a xed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of ...